Smooth Goodness-of-Fit Specification Tests Under the Lagrange Multiplier Principle

DOI10.1080/03610920701653185MaRDI QIDQ5457973zbMATH OpenOpenAlexFDO

Authors Soku Byoun

Publication date 10 April 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920701653185

zbMATH Keywords

goodness-of-fitsmooth testLagrange multiplier testmonic polynomials

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Recommendations

• Generalised smooth tests of goodness of fit
• Smooth Tests of Goodness of Fit: An Overview
• Smooth tests of goodness of fit for regular distributions
• An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
• Neyman-type smooth tests for location-scale families

Cites work

• scientific article; zbMATH DE number 46153 (Why is no real title available?)
• scientific article; zbMATH DE number 47315 (Why is no real title available?)
• scientific article; zbMATH DE number 3605240 (Why is no real title available?)
• An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
• Cramér‐von Mises tests of fit for the Poisson distribution
• Diagnostic testing and evaluation of maximum likelihood models
• Maximum Likelihood Estimation of Misspecified Models
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Moment Recurrence Relations for Binomial, Poisson and Hypergeometric Frequency Distributions
• Neyman-type smooth tests for location-scale families
• On the asymptotic normality of statistics with estimated parameters
• Recent and classical goodness-of-fit tests for the Poisson distribution
• Specification Test for Poisson Regression Models
• The Lagrangian Multiplier Test
• The Type B Gram-Charlier Series
• The asymptotic effect of substituting estimators for parameters in certain types of statistics
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics

Cited in

(3)

• On Charlier polynomials in testing poissonity
• Constructing smooth tests without estimating the eigenpairs of the limiting process
• Reweighted Smooth Tests of Goodness of Fit

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